+214,525.1%
MNST vs BG
+1,131.5%
+213,393.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.3% |
| 7D | -6.5% | +2.8% | -9.3% | -7.1% |
| 30D | -7.2% | +12.0% | -19.3% | -9.8% |
| 3M | -1.0% | -7.7% | +6.7% | +0.4% |
| 6M | +11.5% | +4.5% | +7.0% | +9.5% |
| YTD | +14.3% | +35.7% | -21.4% | +5.3% |
| 1Y | +38.1% | +50.1% | -11.9% | +23.8% |
| 3Y | +55.0% | +12.6% | +42.4% | +46.3% |
| 5Y | +79.6% | +75.4% | +4.2% | +48.1% |
| 10Y | +241.8% | +150.5% | +91.3% | +142.9% |
| All | +214,525.1% | +1,131.5% | +213,393.6% | +121,965.5% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling